+325.3%
IR vs BN
+236.1%
+89.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +3.7% | +5.3% | -1.7% | +0.2% |
| 30D | +7.4% | +11.9% | -4.5% | +0.1% |
| 3M | -5.9% | -5.7% | -0.2% | -3.0% |
| 6M | +5.6% | -10.6% | +16.2% | +12.2% |
| YTD | +4.8% | -9.4% | +14.2% | +9.8% |
| 1Y | +6.9% | -8.8% | +15.7% | +11.4% |
| 3Y | +27.6% | +95.6% | -68.1% | -18.2% |
| 5Y | +45.8% | +30.2% | +15.7% | +17.0% |
| All | +325.3% | +236.1% | +89.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling